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    BNY Mellon Core Bond ETF (BKAG)

    • CUSIP 09661T602
    • NAV  $ 40.63 As of  09/22/23
    • CHG  $ 0.14 (0.35 %)
    • MKT PRICE  $40.68 As of  09/22/23
    • CHG  $0.15 (0.37 %)
    • TOT EXPENSE RATIO  0.00% 

    Why invest in this Fund?

    • The fund seeks to match the performance of the Bloomberg US Aggregate Total Return Index.
    • Provides investors with broad exposure to the overall U.S. bond market.
    • Employs a passively managed, low cost index approach with a fully transparent portfolio.
    • Is highly liquid so investors can buy or sell any time the stock market is open.
    INCEPTION DATE
    04/22/20
    NET ASSETS
    $518,086,130  As of  09/22/23
    NUMBER OF SHARES OUTSTANDING
    12,750,000  As of  09/22/23
    CURRENT YIELD
    3.82% As of  09/22/23
    MARKET PRICE 52-WEEK HIGH
    $43.21  As of  01/18/23
    MARKET PRICE 52-WEEK LOW
    $40.20  As of  10/20/22
    AVG EFFECTIVE DURATION
    6.28 yr(s). As of  08/31/23
    WEIGHTED AVG YIELD TO MATURITY
    4.97% As of  08/31/23
    WEIGHTED AVG MATURITY
    8.59 yr(s). As of  08/31/23
    DISTRIBUTION FREQUENCY
    Monthly
    Morningstar Category
    Intermediate Core Bond
    Morningstar Overall Rating
    Number of Holdings
    3225 As of  08/31/23
    SUB-ASSET CLASS
    Taxable
    BLOOMBERG INDEX TICKER
    LBUSTRUU
    EXCHANGE
    NYSE-Arca

    NAV - A fund's NAV is the sum of all its assets less any liabilities, divided by the number of shares outstanding.

    Market Price - The market price is the most recent official closing price for the listed exchange.

    Current Yield - (Sum of 30 days of net investment income/sum of 30 days of net assets) * (365*100)

    Avg Effective Duration - It is used to measure the market price sensitivity of the fund’s portfolio holdings to changes in interest-rates. Duration is not a complete measure of bond risk and may not be successful.

    Weighted Avg Yield to Maturity - The averaged total return anticipated on a group of bonds if held until their maturity.

    Weighted Avg Maturity - A measure of the average maturity of all of the underlying security instruments in the fund, weighted to reflect the relative percentage ownership of each instrument, and taking into account applicable “maturity shortening” provisions.

    Morningstar Rating™ as of August 31, 2023. Overall rating for the Intermediate Core Bond category. Fund ratings are out of 5 Stars: Overall 3 Stars (415 funds rated); 3 Yrs. 3 Stars (415 funds rated). The Morningstar Rating™ for funds, or "star rating", is calculated for managed products with at least a 3-year history. It is calculated based on a Morningstar Risk-Adjusted Return measure that accounts for variation in a managed product's monthly excess performance, placing more emphasis on downward variations and rewarding consistent performance. Managed products; including open-end mutual funds, closed-end funds and exchange-traded funds; are considered a single population for comparative purposes. The top 10% of products in each product category receive 5 stars, the next 22.5% receive 4 stars, the next 35% receive 3 stars, the next 22.5% receive 2 stars, and the bottom 10% receive 1 star. The Overall Morningstar Rating for a managed product is derived from a weighted average of the performance figures associated with its 3-, 5-, and 10-year (if applicable) Morningstar Rating metrics. © Morningstar, Inc. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete, or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results.

    Portfolio Managers

    • Nancy G.  Rogers

      Nancy G. Rogers, CFA

      Portfolio Manager, Mellon Investments Corporation

      3 yr(s). on fund

    • Gregory A.   Lee

      Gregory A. Lee, CFA

      Portfolio Manager, Mellon Investments Corporation

      3 yr(s). on fund

    Daily Statistics

    As of  09/22/23 NAME 30-DAY
    SEC YIELD
    (WITHOUT WAIVER)
    30-DAY
    SEC YIELD
    (WITH WAIVER)
    30-DAY MEDIAN 
    BID/ASK 
    SPREAD
    PREVIOUS DAY
    VOLUME
    20-DAY AVG 
    VOLUME
    PREMIUM/ 
    DISCOUNT
    YTD
    Total Return
    (NAV)
    BNY Mellon Core Bond ETF
    4.79% 4.79% 0.07% 22,240 65,088 0.11% -0.26%

    The performance data quoted represents past performance, which is no guarantee of future results.

     

    30-Day SEC Yield - 30-Day SEC Yield is based upon dividends per share from net investment income during the past 30 days, divided by the period ended maximum offering price per share and annualized. Unsubsidized yield displays what the fund's 30-Day SEC Yield would have been had no fee waiver or expense reimbursement been in place during the period.

    30-Day Median Bid-Ask Spread - Gives investors the midpoint within the spread between an ETF’s selling price and buying price. It is calculated over the last 30 days in 10 second intervals by dividing the difference between the bid (sell price) and offer (buy price) by the midpoint of the National Best Bid Offer (NBBO) and identifying the median of those values.

    20-Day Avg Volume - 20-Day Average Volume is the sum of last 20 days of trading volume divided by 20 days.

    Premium / Discount - The amount the fund is trading above or below the reported NAV expressed as a percentage of the NAV. When the fund's market price is greater than the fund's NAV, it is said to be trading at a "Premium" and the percentage is expressed as a positive number. When the fund's market price is less than the fund's NAV, it is said to be trading at a "Discount" and the percentage is expressed as a negative number.

    Total Returns

    Click here for NAV Returns 
    MARKET PRICE
    Average Annual
    As of 08/31/23
    Name 3 MO
    08/31/23
    YTD
    08/31/23
    1 YR 3 YRS 5 YRS 10 YRS Since Inception
    BNY Mellon Core Bond ETF
    BKAG
    -0.98 1.58 -0.86 -4.42 - - -3.44
    Bloomberg U.S. Aggregate Bond Index
    -1.06 1.37 -1.19 -4.41 0.49 1.48 -
    MARKET PRICE
    Average Annual
    As of 06/30/23
    Name 3 MO
    06/30/23
    YTD
    06/30/23
    1 YR 3 YRS 5 YRS 10 YRS Since Inception
    BNY Mellon Core Bond ETF
    BKAG
    -0.91 2.35 -0.97 -4.03 - - -3.39
    Bloomberg U.S. Aggregate Bond Index
    -0.84 2.09 -0.94 -3.96 0.77 1.52 -

    The performance data quoted represents past performance, which is no guarantee of future results. Share price, yield and investment return fluctuate and an investor's shares may be worth more or less than original cost upon redemption. Current performance may be lower or higher than the performance quoted.

    Market Price performance is calculated using the most recent NYSE Arca Official Closing Price. Market Price returns do not represent investors’ returns had they traded shares at other times.

    The Bloomberg U.S. Aggregate Total Return Index is designed to measure the investment grade, U.S. dollar-denominated, fixed-rate taxable bond market. The index includes Treasuries, government-related and corporate securities, mortgage-backed pass-through securities (agency fixed-rate), commercial mortgage-backed securities (agency and non-agency) and other asset-backed securities having at least one year until final maturity. To be included in the index, securities must be rated investment grade (Baa3/BBB-/BBB- or higher) using the middle rating of Moody’s, S&P and Fitch. Investors cannot invest directly in an index.

    Growth of $10,000 Investment

    Past performance is no guarantee of future results.

    Historical NAV and Market Price

      Historical Premium/Discount

      Premium and Discount Summary Table

      As of  09/22/23 Calendar Year 2022 Q1 2023 Q2 2023
      Days Traded at Premium
      207 45 53
      Days Traded at Discount
      44 19 8

      The table shows the number of trading days in which the fund traded at a premium or discount to its closing NAV.  Past results are not indicative of future results.

      Premium/Discount

      Prospectus Fee Table Expense Ratios

      Fees as stated in the prospectus  Fee Description Total Expense Ratio (%)
      Management Fee 0.00%
      Other Expenses 0.00%
      Total Expenses 0.00%

      The Total Expenses is the actual fund expense ratio applicable to investors.


      Portfolio Manager/Sub-Investment Adviser

      The fund's investment adviser is BNY Mellon ETF Investment Adviser, LLC (Adviser). The Adviser has engaged its affiliate, Mellon Investments Corporation (Mellon), to serve as the fund's sub-adviser. Gregory A. Lee, CFA, and Nancy G. Rogers, CFA, are the primary portfolio managers of the fund. Each portfolio manager has been a primary portfolio manager of the fund since its inception in April 2020. Mr. Lee is a Director, Senior Portfolio Manager at Mellon. Ms. Rogers is a Director, Head of Fixed Income Index Portfolio Management at Mellon.

      Top Holdings

      As of 09/22/23
      Holdings % Portfolio Weight
      DREYFUS INSTITUTIONAL PRE 2.01
      US TREASURY N/B 2.75 8/32 0.54
      US TREASURY N 1.375 11/31 0.54
      US TREASURY N/ 0.625 8/30 0.51
      US TREASURY N/B 0.75 8/26 0.46
      US TREASURY N/B 1.25 6/28 0.46
      US TREASURY N/B 3.5 2/33 0.46
      US TREASURY N/B 0.25 9/25 0.45
      US TREASURY N/B 1.25 8/31 0.44
      US TREASURY N/B 1 7/28 0.43
      US TREASURY N/B 4 2/26 0.42
      US TREASURY N/ 1.125 8/28 0.41
      US TREASURY N/ 0.375 7/27 0.39
      US TREASURY N/B 1.25 9/28 0.38
      US TREASURY N/B 3.25 6/29 0.36
      US TREASURY N/ 1.875 2/32 0.36
      US TREASURY N/ 0.375 9/27 0.35
      US TREASURY N 1.375 12/28 0.35
      US TREASURY N/ 3.375 5/33 0.35
      US TREASURY N/B 0.5 3/25 0.35
      US TREASURY N/B 1.75 1/29 0.34
      US TREASURY N/B 0.25 8/25 0.34
      US TREASURY N/ 1.125 1/25 0.34
      US TREASURY N/B 4.25 5/25 0.33
      US TREASURY N/B 0.25 6/25 0.32
      US TREASURY N/B 2.5 2/45 0.32
      US TREASURY N/ 1.875 2/41 0.32
      US TREASURY N/B 1.5 2/30 0.32
      US TREASURY N/B 1.5 11/28 0.32
      US TREASURY N/B 0.25 7/25 0.32
      US TREASURY N/ 3.875 5/43 0.32
      US TREASURY N/ 0.875 9/26 0.32
      US TREASURY N/ 3.625 5/28 0.32
      US TREASURY N 4.125 11/32 0.31
      US TREASURY N/B 2.25 8/27 0.31
      US TREASURY N/B 0.5 8/27 0.30
      US TREASURY N/ 3.875 3/25 0.29
      US TREASURY N/ 0.375 9/24 0.29
      US TREASURY N/ 0.25 10/25 0.29
      US TREASURY N/ 4.125 9/27 0.29
      US TREASURY N/B 0.5 6/27 0.28
      US TREASURY N/B 0.25 5/25 0.28
      US TREASURY N/ 2.875 8/28 0.26
      US TREASURY N 0.625 11/27 0.26
      US TREASURY N 1.375 10/28 0.26
      US TREASURY N 0.375 12/25 0.25
      US TREASURY N 0.375 11/25 0.25
      US TREASURY N/B 4.5 11/24 0.25
      US TREASURY N/ 4.25 12/24 0.25
      US TREASURY N/B 1.5 1/27 0.25
      US TREASURY N/ 1.875 2/29 0.24
      US TREASURY N/B 1.5 8/26 0.24
      FNCL 6 10/23 0.24
      US TREASURY N 0.625 10/24 0.23
      US TREASURY N/ 2.625 7/29 0.23
      US TREASURY N/ 0.625 5/30 0.23
      US TREASURY N/ 0.375 4/25 0.23
      US TREASURY N 0.625 12/27 0.23
      US TREASURY N/ 2.875 5/49 0.23
      US TREASURY N/ 2.375 5/51 0.22
      US TREASURY N/ 4.125 1/25 0.22
      G2SF 5.5 10/23 0.22
      US TREASURY N 4.375 10/24 0.22
      US TREASURY N/ 3.625 5/53 0.22
      FR SD2230 2 8/1/51 0.22
      US TREASURY N/ 1.25 11/26 0.22
      FR SD8193 2 2/1/52 0.22
      US TREASURY N/B 2 8/25 0.22
      US TREASURY N/ 4.25 10/25 0.22
      FN MA4511 2 1/1/52 0.21
      US TREASURY N/B 1 12/24 0.21
      US TREASURY N/ 1.25 12/26 0.20
      FN MA4255 2 2/1/51 0.20
      US TREASURY N/B 1.75 3/25 0.20
      US TREASURY N/ 3.875 8/40 0.20
      US TREASURY N/B 3 2/48 0.20
      US TREASURY N/ 0.75 11/24 0.20
      US TREASURY N/ 2.875 5/52 0.20
      US TREASURY N/ 3.125 8/27 0.20
      US TREASURY N/ 2.25 11/27 0.20
      US TREASURY N/ 1.375 8/50 0.20
      US TREASURY N/B 0.5 5/27 0.20
      US TREASURY N/ 2.875 5/32 0.20
      US TREASURY N/ 1.125 2/25 0.20
      US TREASURY N/B 2.75 5/29 0.20
      US TREASURY N 1.125 10/26 0.19
      FN CA8437 2 1/1/51 0.19
      US TREASURY N/B 0.5 2/26 0.19
      US TREASURY N/ 1.75 12/24 0.19
      US TREASURY N 3.125 11/28 0.19
      US TREASURY N/B 0.75 3/26 0.18
      US TREASURY N/ 2.25 11/25 0.18
      US TREASURY N 1.625 11/50 0.18
      FR SD1151 2.5 1/1/51 0.18
      US TREASURY N/ 0.375 1/26 0.18
      US TREASURY N/B 5 8/25 0.17
      US TREASURY N/ 2.625 2/29 0.17
      US TREASURY N/B 3 11/44 0.17
      US TREASURY N/ 3.625 2/53 0.17
      US TREASURY N 2.375 11/49 0.17
      US TREASURY N/B 2 11/41 0.17
      US TREASURY N/ 3.125 8/25 0.17
      US TREASURY N/ 0.625 7/26 0.17
      US TREASURY N/ 3.125 5/48 0.16
      US TREASURY N/B 2.25 2/52 0.16
      US TREASURY N/B 1.5 11/24 0.16
      US TREASURY N/B 2 11/26 0.16
      FN FM9716 2.5 12/1/51 0.16
      US TREASURY N/B 0.5 10/27 0.16
      US TREASURY N/ 0.875 6/26 0.16
      US TREASURY N/ 2.25 11/24 0.16
      US TREASURY N/ 4.375 8/26 0.16
      US TREASURY N/B 2.75 8/47 0.16
      US TREASURY N/ 1.875 2/27 0.16
      G2 MA7649 2.5 10/20/51 0.16
      US TREASURY N/ 1.875 2/51 0.16
      US TREASURY N/B 2 2/25 0.16
      US TREASURY N/ 1.625 5/26 0.16
      FNCL 6.5 10/23 0.16
      US TREASURY N/ 2.375 3/29 0.16
      US TREASURY N/B 1.25 5/50 0.15
      US TREASURY N/B 1.25 5/28 0.15
      G2 MA7588 2 9/20/51 0.15
      FNCL 4.5 10/23 0.15
      G2 MA7704 2 11/20/51 0.15
      US TREASURY N 3.375 11/48 0.15
      US TREASURY N/B 0.75 4/26 0.15
      WI TSY NOTE/BO 4.375 8/43 0.15
      US TREASURY N/B 1.5 9/24 0.15
      US TREASURY N 0.875 11/30 0.15
      US TREASURY N/ 4.125 7/28 0.14
      G2SF 6 10/23 0.14
      FN AS8276 3 11/1/46 0.14
      US TREASURY N 1.875 11/51 0.14
      FREDDIE MAC 1.5 2/25 0.14
      US TREASURY N/ 2.875 4/29 0.14
      US TREASURY N/ 2.875 5/25 0.14
      US TREASURY N/B 4 6/28 0.14
      US TREASURY N/B 1.5 2/25 0.14
      US TREASURY N/ 0.625 3/27 0.14
      FN MA4438 2.5 10/1/51 0.14
      US TREASURY N/B 4.5 7/26 0.14
      US TREASURY N/B 2.25 2/27 0.14
      FN FM8312 2.5 2/1/51 0.14
      US TREASURY N/B 4.25 9/24 0.14
      US TREASURY N/ 4.125 8/30 0.14
      US TREASURY N/ 1.125 5/40 0.14
      US TREASURY N 4.125 10/27 0.14
      US TREASURY N/ 3.875 4/25 0.13
      G2SF 5 10/23 0.13
      US TREASURY N 3.875 12/27 0.13
      US TREASURY N/B 1.75 8/41 0.13
      US TREASURY N/B 2 8/51 0.13
      FN MA4281 2 3/1/51 0.13
      FN MA5010 5.5 5/1/53 0.13
      US TREASURY N/ 2.875 5/28 0.13
      US TREASURY N/ 3.875 1/26 0.13
      FR SD8315 5 4/1/53 0.13
      US TREASURY N/B 3.25 5/42 0.13
      US TREASURY N/ 2.75 11/47 0.13
      US TREASURY N/B 2.75 8/25 0.13
      US TREASURY N/ 2.25 10/24 0.13
      FNCL 5.5 10/23 0.13
      US TREASURY N/B 3.75 4/26 0.13
      FR SD8214 3.5 5/1/52 0.13
      US TREASURY N/B 1.25 3/28 0.13
      US TREASURY N/ 2.625 4/25 0.13
      US TREASURY N/B 4 12/25 0.13
      G2 MA7826 2 1/20/52 0.12
      US TREASURY N/B 4.5 11/25 0.12
      US TREASURY N/B 4.5 5/38 0.12
      US TREASURY N/B 3.5 9/25 0.12
      US TREASURY N/B 3.5 4/28 0.12
      US TREASURY N/B 4.75 2/37 0.12
      FR SB8073 1.5 11/1/35 0.12
      US TREASURY N/B 4 7/30 0.12
      G2 MA7936 2.5 3/20/52 0.12
      US TREASURY N/ 2.375 2/42 0.12
      US TREASURY N/ 1.125 8/40 0.12
      US TREASURY N/B 2.75 2/28 0.12
      FNCL 5 10/23 0.12
      US TREASURY N/ 2.375 5/29 0.11
      US TREASURY N/B 4 11/52 0.11
      US TREASURY N/B 1.25 4/28 0.11
      US TREASURY N/ 4.125 6/26 0.11
      FR SD8205 2.5 4/1/52 0.11
      US TREASURY N/ 2.125 5/25 0.11
      FN MA4182 2 11/1/50 0.11
      US TREASURY N/ 4.375 2/38 0.11
      US TREASURY N/B 2.25 5/41 0.11
      G2SF 4 10/23 0.11
      US TREASURY N/B 3.75 5/30 0.11
      US TREASURY N/B 5 5/37 0.11
      FN BK8461 2 1/1/51 0.11
      US TREASURY N/ 2.875 6/25 0.11
      FR SD3345 2.5 4/1/52 0.11
      US TREASURY N 3.875 12/29 0.11
      FN MA4121 3 9/1/50 0.11
      FN MA4208 2 12/1/50 0.11
      US TREASURY N/B 0.5 4/27 0.11
      US TREASURY N/ 1.625 2/26 0.11
      US TREASURY N/ 3.625 3/28 0.11
      FN MA4437 2 10/1/51 0.11
      FN CB3349 2.5 4/1/52 0.11
      FR SD8157 3 7/1/51 0.11
      HSBC USA INC 5.625 3/25 0.11
      US TREASURY N/ 1.375 1/25 0.11
      FR SD8120 1.5 1/1/51 0.11
      US TREASURY N/B 3.5 4/30 0.11
      FR SD7523 2.5 8/1/50 0.11
      US TREASURY N/B 2.25 3/26 0.11
      G2 MA7828 3 1/20/52 0.10
      US TREASURY N/B 2.75 8/42 0.10
      US TREASURY N 1.375 11/40 0.10
      US TREASURY N/ 1.625 5/31 0.10
      FN MA4493 2.5 12/1/51 0.10
      US TREASURY N 3.875 11/29 0.10
      US TREASURY N/ 3.875 2/43 0.10
      FN FS1374 3 3/1/52 0.10
      US TREASURY N/B 4 2/30 0.10
      FN CB0415 2.5 5/1/51 0.10
      US TREASURY N/B 2.5 2/26 0.10
      G2 MA6994 2 11/20/50 0.10
      US TREASURY N/ 3.875 8/33 0.10
      US TREASURY N/ 3.875 9/29 0.10
      G2 MA7989 3.5 4/20/52 0.10
      FN MA4782 3.5 10/1/52 0.10
      US TREASURY N/B 3 8/52 0.10
      US TREASURY N/B 3 2/49 0.10
      US TREASURY N/ 4.625 3/26 0.10
      FN FS0016 4 6/1/49 0.10
      US TREASURY N/B 4.75 2/41 0.10
      G2 MA6818 2 8/20/50 0.09
      FN FS2531 2 6/1/52 0.09
      US TREASURY N/B 0.75 5/26 0.09
      US TREASURY N/B 4 2/28 0.09
      US TREASURY N/ 2.625 3/25 0.09
      EUROPEAN INVT 1.625 3/25 0.09
      FREDDIE MAC 0.375 9/25 0.09
      G2 MA7827 2.5 1/20/52 0.09
      FN FS2040 2 2/1/52 0.09
      FN BT0183 2 8/1/51 0.09
      FR SD8325 6 5/1/53 0.09
      FR SD8323 5 5/1/53 0.09
      FR SD8331 5.5 6/1/53 0.09
      FR SI2075 2 9/1/50 0.09
      FR SD8300 5.5 2/1/53 0.09
      QUEBEC PROVINCE 0.6 7/25 0.09
      US TREASURY N/ 1.125 2/31 0.09
      G2 MA6709 2.5 6/20/50 0.09
      G2 MA6865 2.5 9/20/50 0.09
      G2 MA7254 2 3/20/51 0.09
      FN MA4305 2 4/1/51 0.09
      US TREASURY N/B 3 5/42 0.09
      G2SF 4.5 10/23 0.09
      FED HOME LN BANK 0.5 4/25 0.09
      US TREASURY N/B 2 2/50 0.09
      ASIAN DEV BANK 3.125 8/27 0.08
      US TREASURY N/B 4.75 7/25 0.08
      FN FM9767 2.5 12/1/51 0.08
      US TREASURY N/ 3.125 8/29 0.08
      JPMORGAN CHASE 8 4/27 0.08
      US TREASURY N/B 2.5 2/46 0.08
      US TREASURY N/B 2.75 7/27 0.08
      FN BT0240 2 9/1/51 0.08
      US TREASURY N 2.625 12/25 0.08
      US TREASURY N/ 4.125 8/53 0.08
      FED FARM CREDIT 1.24 9/30 0.08
      US TREASURY N/ 1.625 8/29 0.08
      FR SD1663 4 10/1/52 0.08
      FN MA2920 3 3/1/47 0.08
      G2 MA8647 5 2/20/53 0.08
      FN FM9113 3.5 7/1/50 0.08
      FR SD3302 2 10/1/51 0.08
      G2 MA7881 2.5 2/20/52 0.08
      FN CB1620 2 9/1/51 0.08
      FN FS2099 1.5 4/1/52 0.08
      G2 MA7135 2 1/20/51 0.08
      FANNIE MAE 0.56 11/25 0.08
      GOLDMAN SACHS G 6.25 2/41 0.08
      US TREASURY N/B 4 10/29 0.08
      G2 MA8201 4.5 8/20/52 0.08
      G2 MA8151 4.5 7/20/52 0.08
      US TREASURY N/B 2.25 8/49 0.08
      FR SD8299 5 2/1/53 0.08
      BANK OF AMER C 3.366 1/26 0.07
      FR SD8146 2 5/1/51 0.07
      G2 MA7137 3 1/20/51 0.07
      FR SD8141 2.5 4/1/51 0.07
      FN MA4577 2 4/1/52 0.07
      G2 MA4961 3 1/20/48 0.07
      US TREASURY N/B 4.5 2/36 0.07
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      FN FM4992 4.5 3/1/50 0.01
      FN FM6130 1.5 2/1/51 0.01
      G2 MA8043 3 5/20/52 0.01
      NUTRIEN LTD 2.95 5/30 0.01
      RTX CORP 2.82 9/51 0.01
      STATOIL ASA 4.25 11/41 0.01
      FN AS7860 3 9/1/46 0.01
      FN BM1257 2.5 4/1/37 0.01
      FN MA1141 3 8/1/32 0.01
      G2 MA4450 3 5/20/47 0.01
      JAPAN BANK COO 2.75 11/27 0.01
      AON CORP/AON GL 5.35 2/33 0.01
      BAIN CAPITAL SP 2.95 3/26 0.01
      CBOE GLOBAL M 1.625 12/30 0.01
      DR PEPPER SNAPP 3.4 11/25 0.01
      FN FM4585 2 10/1/50 0.01
      FN FM7815 2 5/1/36 0.01
      FR SC0345 2 5/1/42 0.01
      INT BK RECON&DE 0.75 8/30 0.01
      MCDONALD'S CORP 3.3 7/25 0.01
      PG&E WILDFIRE 3.594 6/30 0.01
      UNITED PARCEL 5.3 4/50 0.01
      CA ST-BABS 7.3 10/39 0.01
      CHARTER COMM OP 3.85 4/61 0.01
      DH EUROPE 3.25 11/39 0.01
      FEDEX CORP 3.875 8/42 0.01
      FN FM1727 5 9/1/49 0.01
      FN MA2579 3 4/1/36 0.01
      FRANKLIN RES IN 1.6 10/30 0.01
      KELLOGG CO 5.25 3/33 0.01
      WFCM 2015-C28 A4 5/48 0.01
      DISCOVERY COMMUN 4 9/55 0.01
      MDC HOLDINGS INC 2.5 1/31 0.01
      US TREASURY N/ 3.375 5/44 0.01
      BROADRIDGE FINAN 3.4 6/26 0.01
      COLGATE-PALM CO 3.7 8/47 0.01
      ELI LILLY & CO 2.5 9/60 0.01
      FANNIE MAE 7.125 1/30 0.01
      FN AS8597 2.5 1/1/32 0.01
      FN BM2003 4 10/1/47 0.01
      FN MA4587 2.5 4/1/42 0.01
      FR ZA5433 3.5 6/1/48 0.01
      FREDDIE MAC 6.75 3/31 0.01
      ONTARIO PROVINC 1.05 5/27 0.01
      ORACLE CORP 3.6 4/50 0.01
      TOSCO CORP 8.125 2/30 0.01
      DUKE ENERGY CA 3.875 3/46 0.01
      FHMS K089 AM 1/29 0.01
      MYLAN INC 4.55 4/28 0.01
      DUKE ENERGY CAR 3.75 6/45 0.01
      FN BM3752 3.5 8/1/32 0.01
      FN CA6951 2.5 9/1/50 0.01
      FN FM9042 4 11/1/48 0.01
      FR QB0211 2.5 6/1/50 0.01
      FREDDIE MAC 6.75 9/29 0.01
      HCA INC 3.625 3/32 0.01
      INTERAMER DEV 0.625 9/27 0.01
      PARKER-HANNIFIN 4.1 3/47 0.01
      INTUIT INC 1.65 7/30 0.01
      UNITED MEXICAN 4.75 4/32 0.01
      WELLS FARGO CO 3.068 4/41 0.01
      AVISTA CORP 4 4/52 0.01
      G2 783755 3 4/20/43 0.01
      HONEYWELL INT 3.812 11/47 0.01
      INTERAMER DEV BK 3.5 9/29 0.01
      MT SINAI HOSP 3.737 7/49 0.01
      REPUBLIC OF PER 3.23 7/21 0.01
      FN 890440 4.5 5/1/42 0.01
      FR SB0036 3 4/1/33 0.01
      GOLDMAN SACHS 1.431 3/27 0.01
      INTERCONTINENT 3 6/50 0.01
      LEAR CORP 3.5 5/30 0.01
      PACIFIC GAS&ELEC 4.2 6/41 0.01
      SHELL INTL FI 6.375 12/38 0.01
      ALEXANDRIA REAL 3 5/51 0.01
      FN AE0967 3.5 6/1/39 0.01
      FN FM2075 3 12/1/49 0.01
      FR SD8275 4.5 12/1/52 0.01
      FR ZA4209 3 4/1/43 0.01
      RIO TINTO FINANC 5 3/33 0.01
      UNITED TECH CO 3.125 5/27 0.01
      COMMONSPIRIT 3.347 10/29 0.01
      FN AL8271 3.5 4/1/31 0.01
      FN AU6682 3 9/1/28 0.01